Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 0,42% | 2,35 CHF | 2,36 CHF | 310 000 | 310 000 | 309 650 | 309 650 | 732 641 CHF | 735 741 CHF | 99,82% | 99,82% |
15/05/2024 | 0,46% | 2,28 CHF | 2,29 CHF | 320 000 | 320 000 | 319 418 | 319 418 | 698 556 CHF | 701 756 CHF | 99,30% | 99,30% |
14/05/2024 | 0,49% | 2,10 CHF | 2,11 CHF | 330 000 | 330 000 | 330 000 | 330 000 | 676 271 CHF | 679 571 CHF | 99,80% | 99,80% |
13/05/2024 | 0,49% | 2,05 CHF | 2,06 CHF | 320 000 | 320 000 | 320 000 | 320 000 | 654 979 CHF | 658 179 CHF | 99,23% | 99,23% |
10/05/2024 | 0,51% | 2,01 CHF | 2,02 CHF | 340 000 | 340 000 | 340 000 | 340 000 | 670 422 CHF | 673 822 CHF | 100,00% | 100,00% |
08/05/2024 | 0,58% | 1,76 CHF | 1,77 CHF | 350 000 | 350 000 | 350 000 | 350 000 | 606 680 CHF | 610 180 CHF | 96,89% | 96,89% |
07/05/2024 | 0,64% | 1,66 CHF | 1,67 CHF | 380 000 | 380 000 | 379 775 | 379 775 | 592 414 CHF | 596 214 CHF | 100,00% | 100,00% |
06/05/2024 | 0,72% | 1,36 CHF | 1,37 CHF | 400 000 | 400 000 | 400 000 | 400 000 | 555 110 CHF | 559 110 CHF | 100,00% | 100,00% |
03/05/2024 | 0,77% | 1,29 CHF | 1,30 CHF | 420 000 | 420 000 | 420 000 | 420 000 | 544 371 CHF | 548 571 CHF | 99,89% | 99,89% |
02/05/2024 | 0,77% | 1,22 CHF | 1,23 CHF | 400 000 | 400 000 | 400 000 | 400 000 | 514 646 CHF | 518 646 CHF | 99,62% | 99,62% |